Joann Jasiak is a Professor in the Department of Economics at York University, affiliated with the Faculty of Liberal Arts & Professional Studies. She holds a PhD from the University of Montreal. Her research focuses on econometrics and time series analysis, with recent work emphasizing noncausal processes, stationary martingales, and applications to financial and economic data, including cryptocurrency markets and bubble detection. She has also contributed to cybersecurity analysis in Canadian businesses and epidemiological modeling using stochastic methods. Her research interests span econometric theory, financial econometrics, and the analysis of time series data with noncausal structures. Key areas include developing methodologies for forecasting cryptocurrency returns, modeling common bubbles in asset prices, and optimizing covariance estimation techniques for noncausal processes. Her work integrates advanced statistical tools with real-world applications in finance, economics, and public health. Recent publications (2023–2025) highlight her contributions to topics such as cryptocurrency dynamics, stochastic tree models for asset pricing, and generalized covariance-based inference. Her articles frequently address methodological challenges in econometrics and their practical implications for understanding market behaviors and economic phenomena. Dr. Jasiak’s work has not been explicitly linked to awards or major grants in the provided texts, though her extensive publication record reflects sustained academic engagement. No lab or team affiliations are mentioned in the available data.



